+230.8%
CORZ vs HTZ
-79.8%
+310.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -20.8% | +10.0% | -8.7% |
| 7D | -21.1% | -7.7% | -13.4% | -20.5% |
| 30D | -31.8% | -13.1% | -18.7% | -30.9% |
| 3M | -47.7% | +14.7% | -62.5% | -48.7% |
| 6M | -48.7% | -70.6% | +21.9% | -43.7% |
| YTD | -21.8% | -65.2% | +43.3% | -16.0% |
| 1Y | -47.8% | -73.2% | +25.4% | -42.9% |
| All | +230.8% | -79.8% | +310.6% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling